Economic Nonlinear Model Predictive Control

In recent years, Economic Model Predictive Control (empc) has received considerable attention of many research groups. The present tutorial survey summarizes state-of-the-art approaches in empc. In this context empc is to be understood as receding-horizon optimal control with a stage cost that does not simply penalize the distance to a desired equilibrium but encodes more sophisticated economic objectives. This survey provides a comprehensive overview of empc stability results: with and without terminal constraints, with and without dissipativtiy assumptions, with averaged constraints, formulations with multiple objectives and generalized terminal constraints as well as Lyapunov-based approaches. Moreover, we compare different performance criteria for some of the considered approaches and comment on the connections to recent research on dissipativity of optimal control problems. We consider a discrete-time setting and point towards continuous-time variants. We illustrate the different empc schemes with several examples. Timm Faulwasser, Lars Grüne and Matthias A. Müller (2018), “Economic Nonlinear Model Predictive Control”, Foundations and Trends R © in Systems and Control: Vol. 5, No. 1, pp 1–98. DOI: 10.1561/2600000014. Full text is available at http://dx.doi.org/10.1561/2600000014

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